The Ospreys won that one - an EDF Energy Cup semi-final - by a commanding 27-points margin and now the Welsh region are determined to deliver another knock-out blow to the London club's hopes of silverware.
Second row forward Gough, one of the elite to have won 50 caps for Wales, is not unduly concerned that Saracens now know just what to expect from the Ospreys.
"It's interesting playing opponents twice in quick succession. You have plenty of material to study and pinpoint a team's strengths and weaknesses. They will try to pick our game apart and it's up to us to counter that.
"Winning such a big game as a semi-final of a cup by close to 30 points is a massive boost to our confidence before the Heineken Cup game, but it also gives Saracens plenty of motivation as well for Sunday. They wanted to win that game and reach a cup final just as much as we did so they will be hurt - they will be looking to really up their game and restore some pride.
"It was almost like a home game for us because so many of the squad had been involved with Wales at the Millennium Stadium the previous week but this time we will be in their backyard and that's always tough in Europe.
"But we have built up a lot of confidence through the Heineken Cup even before the Six Nations. We have managed to build a winning mentality wherever we go, be it at home or away, and we produced some big performances to win at both Ulster and Bourgoin. We all know we could - and maybe should - have won at Gloucester as well.
"The coach journey home that day was pretty miserable. We had gone to a Guinness Premiership ground and we all knew we should have won. That proves we can perform and we always believe we can win, whatever pitch we're playing on. We have the same intensity for every game and now we have real ambitions to do well in this competition."
Both teams have lost leading players through injuries, Saracens will be without All Blacks lock Chris Jack and the Ospreys without Wales scrum half Mike Phillips.
"Losing a player of Jack's standing would hurt any team," said Gough. "He's a world-class player with huge experience but Saracens recruited heavily at the start of the season and they have other top quality players to step in who won't let anyone down.
"And it is a great shame for Mike that his knee injury rules him out after the great season he has had with both Wales and the Ospreys. However, there's a great feeling among the squad and we genuinely believe we can do well in every game and tournament that we play, especially the Heineken Cup.
"There's so much to play for over the next few weeks. I thought the last seven weeks were hectic during the Six Nations but there will no let-up over the next two months - including, hopefully, more games in the Heineken Cup."